Related papers: Online Distributed Zeroth-Order Optimization With …
We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…
In this paper, we consider distributed optimization problems over a multi-agent network, where each agent can only partially evaluate the objective function, and it is allowed to exchange messages with its immediate neighbors. Differently…
We consider distributed optimization with smooth convex objective functions defined on an undirected connected graph. Inspired by mirror descent mehod and RLC circuits, we propose a novel distributed mirror descent method. Compared with…
This work addresses distributed optimization, where a network of agents wants to minimize a global strongly convex objective function. The global function can be written as a sum of local convex functions, each of which is associated with…
This paper considers distributed online convex optimization with adversarial constraints. In this setting, a network of agents makes decisions at each round, and then only a portion of the loss function and a coordinate block of the…
Multi-agent systems are being increasingly deployed in challenging environments for performing complex tasks such as multi-target tracking, search-and-rescue, and intrusion detection. Notwithstanding the computational limitations of…
We study distributed non-convex optimization on a time-varying multi-agent network. Each node has access to its own smooth local cost function, and the collective goal is to minimize the sum of these functions. We generalize the results…
We consider the online distributed non-stochastic experts problem, where the distributed system consists of one coordinator node that is connected to $k$ sites, and the sites are required to communicate with each other via the coordinator.…
We study the distributed stochastic optimization (DSO) problem under a heavy-tailed noise condition by utilizing a multi-agent system. Despite the extensive research on DSO algorithms used to solve DSO problems under light-tailed noise…
We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily satisfy the bounded variance assumption. Instead, it satisfies…
We consider distributed online min-max resource allocation with a set of parallel agents and a parameter server. Our goal is to minimize the pointwise maximum over a set of time-varying and decreasing cost functions, without a priori…
This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…
This paper considers online distributed convex constrained optimization over a time-varying multi-agent network. Agents in this network cooperate to minimize the global objective function through information exchange with their neighbors…
In this study, we consider an optimization problem with uncertainty dependent on decision variables, which has recently attracted attention due to its importance in machine learning and pricing applications. In this problem, the gradient of…
Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…
We study the distributed stochastic compositional optimization problems over directed communication networks in which agents privately own a stochastic compositional objective function and collaborate to minimize the sum of all objective…
This paper mainly addresses the distributed online optimization problem where the local objective functions are assumed to be convex or non-convex. First, the distributed algorithms are proposed for the convex and non-convex situations,…
Online meta-learning is emerging as an enabling technique for achieving edge intelligence in the IoT ecosystem. Nevertheless, to learn a good meta-model for within-task fast adaptation, a single agent alone has to learn over many tasks, and…